-20.0%
PCG vs ALLE
+15.9%
-35.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.2% | -0.8% | -1.4% | -2.2% |
| 30D | -0.5% | +27.4% | -27.8% | -3.3% |
| 3M | -24.0% | +13.8% | -37.8% | -24.8% |
| 6M | -18.6% | +45.5% | -64.1% | -23.1% |
| YTD | -17.7% | +21.4% | -39.1% | -18.9% |
| 1Y | -20.0% | +15.4% | -35.4% | -21.4% |
| All | -20.0% | +15.9% | -35.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling